Add changelog. Fix doc

changelogs/unreleased/feature-sm-34834-missing-dependency-should-fail-job-2.yml

+---
+title: Fail jobs if its dependency is missing
+merge_request: 14009
+author:
+type: fixed

doc/ci/yaml/README.md

@@ -1106,7 +1106,8 @@ Note that `artifacts` from all previous [stages](#stages) are passed by default.
 To use this feature, define `dependencies` in context of the job and pass
 a list of all previous jobs from which the artifacts should be downloaded.
 You can only define jobs from stages that are executed before the current one.
-An error will be shown if you define jobs from the current stage or next ones.
+An error will be shown if you define jobs from the current stage or next ones,
+or there are no depended jobs in previous stages.
 Defining an empty array will skip downloading any artifacts for that job.
 The status of the previous job is not considered when using `dependencies`, so
 if it failed or it is a manual job that was not run, no error occurs.